I don’t recommend doing this but if you don’t want to let a website use cookies on your computer then do the following: (the steps are somewhat similar for windows, Firefox and mac)
See how to Delete Remove Clear your Cookies on Internet Explorer in Windows:
Select Tools, then internet options
There you will see a “delete cookies” button. Click that button to clear cookies.
How to disable cookies on your Internet Explorer in Windows XP:
Click Tools in the top menu in Internet Explorer in your Windows.
Then Click Internet Options.
Go to the Privacy Tab.
Move the slider bar up to adjust the level of privacy you need.
Moving it to Medium will have some cookies blocked and others functional.
Moving it to the “Block all Cookies” at the top will have all your cookies blocked on your internet explorer.
You can block the pop ups / block popups by checking / ticking the Checkbox just below.
See more free Windows Tips Tricks and Tutorials for enhancing and tweaking Windows. See the various registery hacks for Windows XP here. There are various helpful free webmaster resources here.